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Title: Matrix Methods for Estimating the Coherence Functions from Estimates of the Cross-Spectral Density Matrix

It is shown that the usual method for estimating the coherence functions (ordinary, partial, and multiple) for a general multiple-input! multiple-output problem can be expressed as a modified form of Cholesky decomposition of the cross-spectral density matrix of the input and output records. The results can be equivalently obtained using singular value decomposition (SVD) of the cross-spectral density matrix. Using SVD suggests a new form of fractional coherence. The formulation as a SVD problem also suggests a way to order the inputs when a natural physical order of the inputs is absent.
Authors:
 [1]
  1. Mechanical and Thermal Environments Department, 9735 Sandia National Laboratories Albuquerque, NM 87185-0557, USA
Publication Date:
OSTI Identifier:
1198213
Grant/Contract Number:
AC04-94AL85000
Type:
Published Article
Journal Name:
Shock and Vibration
Additional Journal Information:
Journal Volume: 3; Journal Issue: 4; Related Information: CHORUS Timestamp: 2016-08-23 12:26:34; Journal ID: ISSN 1070-9622
Publisher:
Hindawi Publishing Corporation
Sponsoring Org:
USDOE
Country of Publication:
Egypt
Language:
English